This study focuses on patients who have been diagnosed with high-risk, non-muscle invasive bladder cancer (NMIBC) and who have been unresponsive to Bacillus Calmette-Guerin (BCG) therapy. Researchers will evaluate the investigational use of a drug called pembrolizumab (MK-3475) and examine its the safety, tolerability and anti-tumor activity.

Researchers will also evaluate a biomarker test that may predict or show how tumors respond to pembrolizumab. A biomarker is a biological molecule found in blood, other body fluids, or tissues that may be a sign of a condition or disease.

Researchers test an experimental drug or treatment in a small group of people (20-80), to evaluate its safety and identify side effects. Often these trials are not disease specific and may include more than one type of cancer.

The experimental drug or treatment is administered to a larger group of people (100-300) to determine its effectiveness and to further evaluate its safety.

The experimental drug or treatment is administered to larger groups of people (1,000-3,000) to confirm its effectiveness, monitor side effects, compare it with standard or equivalent treatment, and collect information that will allow the experimental drug or treatment to be used safely.